SKIP makes it possible to, well, skip records at the beginning of the file, not at the end.

So ... maybe you could remove records you don't need BEFORE running SQL*Loader (i.e. delete them in a text editor)? Or, if you can distinguish those records from the others (by some kind of an ID or whatever), you might try with the WHEN clause. Or, instead of SQL*Loader, use external tables concept which provides larger flexibility.